Sökning: "Multivariate statistics"

Visar resultat 41 - 45 av 167 avhandlingar innehållade orden Multivariate statistics.

  1. 41. Optimal portfolios in the high-dimensional setting : Estimation and assessment of uncertainty

    Författare :Erik Thorsén; Taras Bodnar; Joanna Tyrcha; Mark Podolski; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Shrinkage estimator; high-dimensional covariance matrix; random matrix theory; optimal portfolios; parameter uncertainty; ridge regularization; dynamic decision making; matematisk statistik; Mathematical Statistics;

    Sammanfattning : Financial portfolios and diversification go hand in hand. Diversification is one of, if not, the best risk mitigation strategy there is. If an investment performs poorly, then it will not impact the performance of the portfolio much due to diversification. Modern Portfolio Theory (MPT) is a framework for constructing diversified portfolios. LÄS MER

  3. 42. Applications of common principal components in multivariate and high-dimensional analysis

    Författare :Toni Duras; Thomas Holgersson; Tatjana Pavlenko; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : This thesis consists of four papers, all exploring some aspect of common principal component analysis (CPCA), the generalization of PCA to multiple groups. The basic assumption of the CPC model is that the space spanned by the eigenvectors is identical across several groups, whereas eigenvalues associated with the eigenvectors can vary. LÄS MER

  4. 43. Uncertainty Estimation in Models of Multivariate Trait Evolution on Given Phylogenies

    Författare :Woodrow Hao Chi Kiang; Krzysztof Bartoszek; Fredrik Ronquist; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Phylogenetic comparative methods; Branching stochastic processes; Fylogenetiska jämförande metoder; Förgrenade stokastiska processer;

    Sammanfattning : Phylogenetic comparative methods are a set of statistical methods that model the evolutionary history of species, especially in the context where one has data on certain traits of related extant species that have evolved over a phylogenetic tree in accordance to an underlying stochastic process. This thesis presents a Hessian-based closed-form asymptotic confidence region that covers a wide family of Gaussian continuous-trait evolution models; the result has been implemented in an R package. LÄS MER

  5. 44. Issues of incompleteness, outliers and asymptotics in high dimensional data

    Författare :Peter S. Karlsson; Thomas Holgersson; Ghazi Shukur; Åke E. Andersson; Jönköping University; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Business and economics; Ekonomi;

    Sammanfattning : This thesis consists of four individual essays and an introduction chapter. The essays are in the field of multivariate statistical analysis of High dimensional data. The first essay presents the issue of estimating the inverse covariance matrix alone and when it is used within the Mahalanobis distance in High-dimensional data. LÄS MER

  7. 45. Enhanced block sparse signal recovery and bayesian hierarchical models with applications

    Författare :Jianfeng Wang; Jun Yu; Anders Garpebring; Jia Li; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Magnetic resonance imaging; Bayesian hierarchical models; Weather Research and Forecasting; Compressive sensing; Block sparsity; Multivariate isotropic symmetric a-stable distribution; q-ratio block constrained minimal singular value;

    Sammanfattning : This thesis is carried out within two projects ‘Statistical modelling and intelligentdata sampling in Magnetic resonance imaging (MRI) and positron-emission tomography(PET) measurements for cancer therapy assessment’ and ‘WindCoE -Nordic Wind Energy Center’ during my PhD study. It mainly focuses on applicationsof Bayesian hierarchical models (BHMs) and theoretical developments ofcompressive sensing (CS). LÄS MER